The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
Implements the algorithm by Pourahmadi and Wang (2015) <doi:10.1016/j.spl.2015.06.015> for generating a random p x p correlation matrix. Briefly, the idea is to represent the correlation matrix using Cholesky factorization and p(p-1)/2 hyperspherical coordinates (i.e., angles), sample the angles from a particular distribution and then convert to the standard correlation matrix form. The angles are sampled from a distribution with pdf proportional to sin^k(theta) (0 < theta < pi, k >= 1) using the efficient sampling algorithm described in Enes Makalic and Daniel F. Schmidt (2018) <doi:10.48550/arXiv.1809.05212>.
| Version: | 1.0 |
| Published: | 2018-11-16 |
| Author: | Daniel F. Schmidt [aut, cph, cre], Enes Makalic [aut, cph] |
| Maintainer: | Daniel F. Schmidt <daniel.schmidt at monash.edu> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | no |
| Citation: | randcorr citation info |
| CRAN checks: | randcorr results |
| Reference manual: | randcorr.pdf |
| Package source: | randcorr_1.0.tar.gz |
| Windows binaries: | r-devel: randcorr_1.0.zip, r-release: randcorr_1.0.zip, r-oldrel: randcorr_1.0.zip |
| macOS binaries: | r-release (arm64): randcorr_1.0.tgz, r-oldrel (arm64): randcorr_1.0.tgz, r-release (x86_64): randcorr_1.0.tgz, r-oldrel (x86_64): randcorr_1.0.tgz |
Please use the canonical form https://CRAN.R-project.org/package=randcorr to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.